+706.9%
ONDS vs SPYG
+98.4%
+608.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -2.0% |
| 7D | -5.1% | -0.9% | -4.2% | -3.4% |
| 30D | -26.0% | -1.5% | -24.5% | -23.4% |
| 3M | -26.4% | +3.7% | -30.2% | -30.5% |
| 6M | -26.4% | +16.4% | -42.9% | -42.9% |
| YTD | -25.9% | +13.3% | -39.3% | -39.3% |
| 1Y | +12.6% | +17.9% | -5.2% | -12.3% |
| 3Y | +706.9% | +98.3% | +608.6% | +104.5% |
| All | +706.9% | +98.4% | +608.5% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling